0.55Open3.10Pre Close1 Volume3 Open Interest33.00Strike Price55.00Turnover65.85%IV3.07%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier10DDays to Expiry0.55Extrinsic Value100Contract SizeAmericanOptions Type0.4783Delta0.1087Gamma25.53Leverage Ratio-0.0718Theta0.0042Rho12.21Eff Leverage0.0222Vega